+133.0%
JPM vs VMC
+48.2%
+84.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -2.5% | -4.3% | +1.8% | -0.7% |
| 30D | +2.7% | +16.2% | -13.5% | -3.5% |
| 3M | -4.7% | -0.8% | -3.9% | -4.6% |
| 6M | +15.6% | +1.2% | +14.4% | +14.0% |
| YTD | +8.6% | +0.5% | +8.2% | +6.4% |
| 1Y | +10.9% | -2.9% | +13.8% | +10.4% |
| 3Y | +149.9% | +37.3% | +112.6% | +106.2% |
| All | +133.0% | +48.2% | +84.8% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling